A bit deeper into the scene, there are no ads anymore. And the biggest problem for most people in the west, is rather just using torrents without a VPN will get you lawyers letters quite quickly. But Joe average can use youtube downloader without danger.
They only send them to ISPs in major markets such as the US, and some providers just redirect them to /dev/null, but a lot of providers that are larger will terminate your service for repeated violatioins.
I hadn't done it in years either... Then just recently downloaded a show. Less than 5 minutes later, I have an email from my ISP with the name of the show telling me to stop it.
The principle of torrents are, everyone downloading has the ip of all the other participants for p2p to work. All it takes is one node recording that other nodes send copywrited data to them, to get the real adresses of them (via ISP).